Market Risk (Officer / Senior Officer)

at  AGRICULTURAL BANK OF CHINA LIMITED

JOB DESCRIPTION

• Monitor Risk Limit for FX and Bond such as VaR and DV01
• Monitor liquid gap, currency gap and interest rate gap
• Download market prices from Bloomberg and Reuters, and conduct off market price checking
• Liaise with Branch’s front-office and back-office departments on processing of investment transaction
• Responsible for investment/market risk transactions’ limit set-up in the banking system and limit adjustments
• Check investment terms and conditions prior to investing to ensure strict compliance and adherence to the terms and conditions
• Monitor investment portfolio’s related risks and other material developments, and to timely propose relevant risk solutions in accordance to credit/market risk management and other risk related requirements
• Timely complete all risk management reports and other reporting duties
• Implementing Branch and Head Office’s designated risk related policies and instructions

JOB QUALIFICATION

• Diploma or Degree in Banking & Finance or equivalent
• Sound knowledge of relevant commercial law, industry, political and macroeconomic environments
• Min 1-2 years of experience in investment/market/liquidity/credit risk management or accounting reporting
• Substantial product knowledge in bonds/FX/cross currency, IRS, CDS and other Treasury instruments and investment products
• Ability to work under pressure and to tight deadlines

Please refer the Job description for details